+56.3%
JEPQ vs LDOS
+32.3%
+24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | -5.6% | -7.2% | +1.6% | -5.1% |
| 30D | -11.3% | +16.8% | -28.2% | -12.6% |
| 3M | -6.5% | -1.6% | -4.9% | -6.5% |
| 6M | -3.6% | -1.0% | -2.6% | -3.4% |
| YTD | +2.2% | -25.8% | +28.0% | +5.8% |
| 1Y | +4.8% | -31.1% | +35.9% | +9.6% |
| 3Y | +56.3% | +32.8% | +23.5% | +51.4% |
| All | +56.3% | +32.3% | +24.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling